4 papers
Runs and Bootstrap Tests For Signal Feature Significance
Greg Kreider
Runs tests have long been used as a non-parametric check if data contains a non-random signal. We derive a recursive expression for the distribution of the longest run using Markov…
Modality Analysis via Spacing with the Dimodal Software Libraries
Greg Kreider
Spacing, the difference between consecutive order statistics, has two features that reflect the modality of the data. Consistent, stable values occur around modes while local incre…
Interval Spacing
Greg Kreider
We define interval spacing as the difference in the order statistics of data over a gap of some width. We derive its density, expected value, and variance for uniform, exponential,…
A Spacing Estimator
Greg Kreider
The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel…